V-Lab
V-Lab
Chipotle Mexican Grill Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:26.01% (-0.10%)

Analysis last updated: Thursday, April 25, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chipotle Mexican Grill Inc GJR-GARCH
paramt-stat
ω0.08978.56
α0.00000.00
β0.9598374.34
γ0.052813.12
Estimation Period:
Jan 27, 2006 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts